brownian motion process 中文意思是什麼

brownian motion process 解釋
布朗運動過程
  • brownian : 蘇格蘭的植物學家
  • motion : n 1 運動 動 移動（opp rest）。2 （天體的）運行；（車、船等的）動搖；（機器的）開動 運轉；【機械工...
  • process : n 1 進行，經過；過程，歷程；作用。 2 處置，方法，步驟；加工處理，工藝程序，工序；製作法。3 【攝影...
  1. On basis of fractal theory and the principle of fractional brownian motion, this paper puts emphasis on the following parts : firstly, the determination of fractal non - scale range on calculate fractional dimension is discussed, which adopts method associated artificial cognition with track decision. secondly, primeval data are segmented into blocks to evaluate their sub - fractional dimensions. in this process, the maximal value of sub - fractional dimensions in different directions is prioritized

    本文利用分形幾何理論與分形布朗運動原理，重點研究和分析了以下的幾個問題：分形維數計算時無標度區的確定，使用了人工法與軌跡法相結合的方法；對原始數據進行分塊分別計算其子分形維數，考慮了實際地形特徵的方向性，計算得到的子維數為局部的最大坡度方向上的方向維數；改進了傳統的隨機中點移位（ rmd ）內插技術，使用不同的插值比系數進行插值。
  2. By using fractional brownian motion envelope process and additional maximum delay constrain, the algorithm overcomes the shortcoming of those packet - loss - probability based methods which can not guarantee the packet maximum delay

    該演算法採用分形布朗運動包絡過程對自相似業務進行分析，通過增加最大延時約束條件，克服了原先基於分組丟失概率的有效帶寬計算方法不能保證業務最大延時要求的不足。
  3. In this paper, we focuses on the extended form of a class of o - u process used in [ 1 ], presents its analytical solution and specifically calculates its numerical characteristics, at last points out that its limit process is our familiar process - geometric brownian motion

    研究了[ 1 ]中所使用一類指數o - u過程的推廣，給出了其解析解並具體算出了其數字特徵，最後指出其極限情形就是我們熟悉的幾何布朗運動。
  4. The introduction black - scholes models still assumed, namely the introduction of modern process ( wiener process, also called brownian motion ) to save the stock yield random fluctuations, weak markets and the effectiveness of the use of consistent share of the techniques ( ( markov property ) to describe the stock price change random process, the use of risk - neutral pricing theory through the analysis of the nature of asset price process martingale, established european style to the value of stock options with mathematical models

    本文仍然引入black - scholes的模型假定，也即引入維納過程（ wienerprocess ， alsocalledbrownianmotion ）來刻畫股票收益率的隨機波動，採用與弱型市場有效性相一致的股價的馬爾可夫性（ markovproperty ）來描述股票價格變化的隨機過程，運用風險中性定價理論，通過分析資產價格過程鞅的性質，建立了歐式再裝股票期權價值的數學模型。
  5. European option pricing driven by the combination of brownian motion and poisson process

    布朗運動和泊松過程共同驅動下的歐式期權定價
  6. This paper considers a market in which the prices of the securities follow diffussion - jump processes and the brownian motion and drift process are not directly observable and the only available information for investors are the prices of the securities, the intensity functions of the possion processes and the interet rate

    摘要本文考慮一個這樣的市場環境：風險資產的價格是一個跳躍擴散過程並且價格動態方程中所包含布朗運動以及漂移過程都是不能直接觀測的，投資者僅能觀測到股票的價格、泊松密度函數及無風險利率。
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